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Brian G. Peterson

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1513.38 (51,146th) 		Reputation
2,576 (65,520th)
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How do I replace Quantstrat 'for loop' with mclapply [paral... +3.68
Backtest over specific dates in Quanstrat R 0.00
R - Quantstart: Testing Strategy on Multiple Equities 0.00
Tradestats trade vs transaction 0.00
quantstrat signal referencing other signals 0.00
How to sum each row in a .xts object, where values are NOT missing -0.02
How do i combine monthly and daily xts data for use with Performanc... 0.00
In the R blotter package, are matured instruments removed from posi... +5.34
How to use Plot.xts with Block and Events lines with xtsExtra packa... 0.00
quantstrat enable.rule not working 0.00
No contribution in component VaR using historical method in R +3.83
Multi-currency portfolios and accounts with R Blotter and quantstrat 0.00
Capital aware position sizing in quantstrat 0.00
Collision of colnames in PerformanceAnalytics 0.00
Return.portfolio and Return.rebalancing in R 0.00
R: Quantstrat examples of Guy Yollin. Indicators necessary? And wha... 0.00
charts.PerformanceSummary: how to set sequential colors 0.00
"Error in mktdata[, keep] : number of dimensions incorrect &qu... 0.00
R - quantstrat orders cancel each other 0.00
quantstrat in R: Setting a date based exit signal 0.00
While loop in R code- how to make it faster 0.00
Error message 'missing value where TRUE/FALSE needed' when applying... 0.00
R: FAST multivariate optimization packages? 0.00
detecting operating system in R (e.g. for adaptive .Rprofile files) +4.46
How to download webpage text with the correct (chinese) encoding in R -3.91
StatET debugging tool 0.00